+206.3%
GS vs XLP
+45.0%
+161.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.4% | +0.2% | +3.2% |
| 7D | +0.3% | +5.9% | -5.6% | -0.3% |
| 30D | +3.9% | +13.5% | -9.6% | +2.2% |
| 3M | -11.4% | +8.4% | -19.8% | -12.3% |
| 6M | +3.7% | +11.5% | -7.9% | +1.7% |
| YTD | +7.1% | +20.6% | -13.5% | +0.8% |
| 1Y | +19.7% | +24.3% | -4.7% | +10.9% |
| All | +206.3% | +45.0% | +161.3% | +161.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded XLP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling